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Bayesian analysis of long memory and persistence using ARFIMA models

Koop,G.
; 
Ley,E.
; 
Osiewalski,J.
; 
Steel,M.F.J.
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Pagination: 21
Date
1997
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Tilburg University Research Output Collection
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Koop, G, Ley, E, Osiewalski, J & Steel, M F J 1997, 'Bayesian analysis of long memory and persistence using ARFIMA models', Journal of Econometrics, vol. 76, no. 1-2, pp. 149-169.
URI
https://hdl.handle.net/20.500.14602/32065
License
info:eu-repo/semantics/restrictedAccess
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